A First Course in Random Matrix Theory: for Physicists, Engineers and Data Scientists
Author:   Marc Potters ,  Jean-Philippe Bouchaud
Publisher:   Cambridge University Press
ISBN:  

9781108488082


Pages:   370
Publication Date:   03 December 2020
Format:   Hardback
Availability:   Manufactured on demand   Availability explained
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A First Course in Random Matrix Theory: for Physicists, Engineers and Data Scientists


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Author:   Marc Potters ,  Jean-Philippe Bouchaud
Publisher:   Cambridge University Press
Imprint:   Cambridge University Press
Dimensions:   Width: 17.50cm , Height: 2.20cm , Length: 25.00cm
Weight:   0.820kg
ISBN:  

9781108488082


ISBN 10:   1108488080
Pages:   370
Publication Date:   03 December 2020
Audience:   General/trade ,  General
Format:   Hardback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

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Marc Potters is Chief Investment Officer of CFM, an investment firm based in Paris. Marc maintains strong links with academia and as an expert in Random Matrix Theory, he has taught at UCLA and Sorbonne University. He is co-author of Theory of Financial Risk and Derivative Pricing (Cambridge 2003). Jean-Philippe Bouchaud is a pioneer in Econophysics. His research includes random matrix theory, statistics of price formation, stock market fluctuations, and agent-based models for financial markets and macroeconomics. His previous books include Theory of Financial Risk and Derivative Pricing (Cambridge, 2003) and Trades, Quotes & Prices (Cambridge, 2018), and he has been the recipient of several prestigious, international awards.

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